 |
Fixed income and short-term investments
Type ($ millions) | Maturity | Coupon (%) | Fair Value | Cost |
|---|
| Government of Canada bonds |
2008–2037 |
3.75–9.75 |
$16,234 |
$15,773 |
| Securities purchased under agreements to resell |
2008–2008 |
0.50–5.62 |
7,866 |
7,906 |
| Structured products |
2008–2051 |
0.00–20.24 |
5,357 |
5,996 |
| Commercial paper |
2008–2008 |
0.00–5.35 |
4,162 |
4,149 |
| Canadian corporate bonds |
2008–2085 |
0.00–30.00 |
3,750 |
3,887 |
| Emerging market sovereign debt |
2009–2039 |
1.33–14.50 |
2,291 |
2,268 |
| Canada treasury bills |
2008–2008 |
0.00–0.00 |
1,573 |
1,552 |
| International corporate bonds |
2008–2049 |
0.00–14.93 |
1,113 |
1,184 |
| Bank notes |
2008–2008 |
4.52–6.76 |
650 |
647 |
| United States treasury bonds |
2009–2037 |
0.00–7.63 |
377 |
169 |
| Provincial bonds |
2008–2037 |
4.35–5.93 |
168 |
174 |
| Securities sold under agreements to repurchase |
2008–2008 |
2.00–5.45 |
(22,725) |
(22,778) |
|
|
| |
| Inflation-sensitive investments |
Type ($ millions) | Maturity | Coupon (%) | Fair Value | Cost |
|---|
| Real-return Canada bonds |
2021–2041 |
2.00–4.25 |
$ 5,712 |
$ 4,764 |
| United States treasury inflation protection |
2011–2032 |
1.88–3.88 |
3,278 |
3,420 |
| Real-return Canada corporate bonds |
2016–2039 |
0.00–5.33 |
1,493 |
756 |
| Real-return provincial bonds |
2026–2036 |
2.00–4.50 |
485 |
354 |
| Index-linked mortages |
2022–2030 |
4.63–5.53 |
257 |
229 |
|
|
| |
| Province of Ontario debentures |
Maturity Date ($ millions) | Coupon (%) | Fair Value | Cost |
|---|
| 2008–2012 |
10.11–15.38 |
$5,934 |
$5,314 |
|
|
|
|
