BP-54 Survey of Canadian Portfolio Investment
Balance of Payments Division
Survey Guide
Purpose of the Survey
The purpose of the Survey of Canadian Portfolio Investment is to determine the amount and types of securities owned by Canadians. The survey is conducted on a security by security basis.
The data will be used to compile the portfolio investment of Canada's balance of payments and international investment position statistics. The survey is being conducted in co-ordination with other countries to facilitate international data comparability. The survey is also designed to generate feedback on Investment Fund strategies related to industrial distribution, type of financial instrument and geographical distribution.
Collection Authority
The information requested is collected under the Statistics Act, Revised Statutes of Canada, 1985, Chapter S19. The survey is conducted on an annual basis.
Confidentiality
Information collected under the Statistics Act is treated in strict confidence and is specifically exempt from being released under the Access to Information Act.
How to report
Data would preferably be submitted through electronic mail in a single file using Excel or ASCII with delimiters. To assist respondents in identifying the information requested, Statistics Canada developed a standard record layout (see next page: ’Recommended table structure’).
Warning: Information sent via facsimile or electronic mail, when in transit, may encounter risk of disclosure. Upon receipt, Statistics Canada will confirm the reception of your submission. Thereafter, Statistics Canada will assure the confidentiality of the information.
What to report
Update of the list of funds as well as contact name and details (pre-print information).
Detailed holdings of your funds in a single electronic file.
Please return the required information to:
Statistics Canada
Balance of Payments Division
Survey of Canadian Portfolio Investment (SCPI) 22nd floor, R.H. Coats Building
Ottawa, Ontario K1A 0T6
Attention: Francis Salifu or Éric Boulay
E-mail cpiabop@statcan.gc.ca
Fax 1-613-951-9031
If there are questions regarding the survey, please contact Francis Salifu at (613) 951-2428 or Éric Boulay at (613) 951-1872 or use our toll free number (866) 765-8143.
Recommended Table Structure
** For more information about the content of the fields, see instructions on the following pages. **
Field | Field Name | Data Type | Width | Decimals |
---|---|---|---|---|
1 | Code or name of the Fund (M) | Alphanumeric | 6 | |
2 | Sequence Number | Numeric | 6 | |
3 | Security Identification Code | Alphanumeric | 12 | |
4 | Stock Market Symbol | Alphanumeric | 10 | |
5 | Security Type (M) | Numeric | 2 | |
6 | Name of Issuer (M) | Character | 65 | |
7 | Security Description | Character | 65 | |
8 | Industrial Description | Character | 40 | |
9 | Market Value (M) | Numeric | 12 | |
10 | Market Price | Numeric | 12 | 4 |
11 | Quantity (M) | Numeric | 12 | |
12 | Average Cost | Numeric | 12 | |
13 | Exchange Rate | Numeric | 7 | 4 |
14 | Currency of Denomination (M) | Character | 3 | |
15 | Amount on Loan | Numeric | 12 | |
16 | Country of Issuer (M) | Character | 3 | |
17 | Issue Date | Date (MMDDYYYY) | 8 | |
18 | Maturity Date (M) | Date (MMDDYYYY) | 8 | |
19 | Type of Coupon | Character | 1 | |
20 | Coupon or Dividend | Numeric | 7 | 4 |
21 | Status | Character | 1 | |
(M): | Mandatory Field | Total | 234 | 12 |
Content of fields
Field 1: Code or name of the fund - Enter the name or code of the fund.
Field 2: Sequence Number - Starting at 1, sequentially number each record. The last record should have the same sequence number as the total number of records.
Field 3: Security Identification Code - Enter the security identification code. For example, enter the CUSIP, SEDOL, or ISIN code. Please refrain from using internally generated codes.
Field 4: Stock Market Symbol - If available, enter the stock market symbol of the security.
Field 5: Security Type - Indicate the type of security according to the following code-set1:
- Equity (including warrants and rights)
- Debt and debentures
- Money market instruments
- Options
- Futures
- Forwards
- Cash
- Mortgages
- Real estate
- Units of pooled, mutual and investment funds
- SWAPS
Field 6: Name of Issuer - Enter the name of the issuer of this security.
Ex: Government of Canada
Ex: ABC Corporation
Field 7: Security Description - Provide pertinent descriptive information. Examples follow:
For equities:
- Ex: ADR, Subordinate voting
- Ex: Preferred convertible shares
- Ex: Partly paid shares.
- Ex: IBM Common shares
For debts:
- Ex: Convertible debenture
- Ex: Floating rate bond
For money market instruments:
Ex: Treasury bill
For options:
- Ex: Call or Put
For futures: Not needed
For forwards: Ex: Buy British Pounds, Sell US
Field 8: Industrial Description - Pertinent descriptive information. If possible, please use code-set below:
Sector Description
A Food, Beverage and Tobacco
B Wood and Paper
C Energy
D Chemicals, Chemical Products and Textiles
E Metallic Minerals and Metal Products
F Machinery Equipment (except electrical machinery)
G Transportation Equipment
H Electrical and Electronic Products
I Construction and Related Activities
J Transportation Services
K Communications
L Finance and Insurance
M General Services to Business
N Government Services
O Education, Health and Social Services
P Accommodation, Restaurants and Recreation Services
Q Food Retailing
R Consumer Goods and Services
Field 9: Fair (Market) Value - in Canadian dollars
For equities (including warrants and rights), enter the price (field 10) times the number of shares (field 11) converted in Canadian dollars.
For debts and the money market instruments, enter the price expressed as a percentage (field 10) times the face value (field 11).
When reporting a negative position for a security, enter "R" in field 21. A negative position occurs when securities acquired under repurchase or security-lending arrangements are subsequently sold to a third party.
For options, enter the number of contracts times the contract size times the premium. Option on stock
Example: 50 IBM Call Jan 09 at 130 at 8¾ (market price at date of survey) Calculation: Number of contracts (50) X contract size ($100) X premium 50*100*(8¾) = $43,750 US$ → 59,763 Cdn$ (43,750*1.366)
Option on index
Example: 20 S&P 500 Call May 655 at 14½ (market price at date of survey)
Calculation: Number of contracts (20) X contract size ($500) X premium
20*500*(14½) = $145,000 US$ → 198,070 Cdn$ (145,000*1.366)
Option on currency
Example: Trading on Philadelphia Exchange
100 Call British Pounds Dec 166 at .70 (market price at date of survey)
Calculation: Number of contracts (100) X contract size ($31,250) X premium 100*31,250*(.0070) = $21,875 US$ → 29,881 Cdn$ (21,875*1.366)
For futures:
Bond contracts: Enter the number of contracts times the contract size times spot price less exercise price (strike price).
Example: 20 / 5 year US treasury.
Strike price or exercise price = 98.25 spot price = 97.75
Calculation: number of contracts (20) X contract size ($100,000) X (spot-strike)
20*100,000*(.9775-.9825) = -$10,000 US$ → 13,660 Cdn$ (10,000*1.366)
Index contracts: Enter the number of contracts times’ future value multiplier times’ spot price less exercise price (strike price).
Example: 50 S&P 500
Calculation: Number of contracts (10) X future value multiplier ($500) X (spot-strike) 10*500*(655.86- 659.60) = -18,700 US$ -25,544 Cdn$ (18,700*1.366)
Currency: Enter the number of contracts times’ future value multiplier times’ spot price less exercise price (strike price).
Example: 20 Euro 1.4877
Calculation: Number of contracts (20) X future value multiplier ($125,000) X (spot-strike) 20*125,000*(1.5821- 1.5754) = 16,750 Euro → 27,185 Cdn$ (16,750*1.6230)
For forwards:
Enter the market value in excess of (less than) settlement amount in Cdn$.
For cash:
Enter the Canadian dollar value of your holdings.
Field 10: Market Price
For equities, enter the market price per share, warrant or right in Cdn$.
For debts and money market instruments, enter the market price as a percentage of the security's face value.
For options, enter the market price times the multiplier in Cdn$.
For futures, enter market price in Cdn$.
For forwards, leave this field empty.
For cash, leave this field empty.
Market price should be used to report all holdings of securities. All securities should be converted to Canadian dollars using the exchange rate prevailing at the close of business of the surveyed period. Please indicate any fund not converted into Canadian dollars in the confirmation of funds form.
For equities (including warrants and rights):
For stock listed companies, the market price of your holding should be calculated using the market price prevailing on the stock exchange at the close of the surveyed period.
For unlisted enterprises, if a market price is not available at the close of the business of the surveyed period, estimate the market price of your holding of equity securities by using one of the following methods:
- a recent transaction price;
- director's valuation; or
- net asset value (net asset value is equal to total assets, including intangibles, less non-equity liabilities and the paid up value of non-voting shares. Assets and liabilities should be recorded at current, rather than historical value).
For debts and money market instruments:
Debt securities should be recorded (as a percentage) using one of the market valuation methods listed below:
- a quoted traded market price at the close of the business of the surveyed period;
- the net present value of the expected stream of future payments/receipts associated with the securities;
- for unlisted securities, the price used to value securities for accounting or regulatory purposes, etc.; or
- for discount, deep discount or zero coupon securities, the issue price plus amortisation of the discount.
- Comparative security valuation approach
For options:
For exchange traded options, the market price of your holding is the market price prevailing on the exchange at the close of the surveyed period.
For OTC options and exchange-traded options, if a market price is not available at the close of the business of the surveyed period, estimate the market price of your holding by using one of the following methods:
- a recent transaction price;
- director's valuation
For futures:
For futures, provide the market price. The market price is obtained by taking the spot price of the underlying asset minus the strike price (or exercise price.) As per the example shown in field 9 for futures, the spot price less the exercise price must be expressed like this: .9775 (spot)-.9825 (exercise) = -.005
For forwards:
Leave this field blank.
For cash:
Leave this field blank.
Field 11: Quantity
For equities (including warrants and rights), enter the number of shares.
For units of pooled, mutual and investment funds, enter the number of units held rounded to the nearest unit.
For debts, enter the face value held in the currency of denomination. For asset-backed securities, enter the remaining face value of principal still outstanding.
For money market instruments, enter the face value at maturity.
For options, and futures, enter the number of contracts.
For forwards, enter the amount receivable at the expiration of the contract in original currency.
For cash, leave this field blank
Field 12: Average Cost - Enter the average cost (historical cost) of the security held.
Field 13: Exchange Rate - Enter the exchange rate used to convert the currency of denomination in field 9. This rate should be the one prevailing at the close of the surveyed period. Ex: Market value of US stock converted in CDN$ (field 9) over market value of US stock in US$ denomination currency.
Field 14: Currency of denomination - Currency codes appear in Appendix 2.
Field 15: Amount on loan - Face value or share units of field 11 (in Cdn$) sold under loan repurchase agreements or lent under security lending arrangements.
For debt, enter the face value of field 11 sold under repurchase agreements and security lending arrangements.
For stocks, enter the number of shares of field 11 sold under security lending arrangements.
Field 16: Country of Issuer - Enter the code from Appendix 2 for the country of residence of the issuing entity of the security.
Field 17: Issue Date - Enter the original date of issue for this security in the following format: MMDDYYYY.
Field 18: Maturity Date - Enter the date on which this security matures in the format: MMDDYYYY. For a security with a call provision, enter the final maturity date, not the call date.
Field 19: Type of coupon - Fixed (F) or Variable (V)
Enter "F" for fixed rate or "V" for variable or floating rate.
Field 20: Coupon or Dividend
Forbonds enter the annual coupon rate. For variable rate, enter the rate that prevailed at the end of the surveyed period rounded to four decimal places.
Forequities, enter the annual value of the dividend. For zero coupon bonds, enter 0.0000.
Field 21: Status - Enter "D" if security is in default.
Enter "R" when securities acquired under repurchase or security lending arrangements are subsequently sold to a third party.
Appendix 1 - Security Types
Equity securities = Security type 1
- ordinary shares;
- stocks (class A, class B);
- depository receipts, e.g., American depository receipts (ADR), should be attributed to the country of residence of the issuer of the security underlying the depository receipt;
- equity securities that have been sold under repurchase agreements; and
- equity securities that have been lent under securities lending arrangement
i) Securities acquired under repurchase or securities lending arrangements are to be excluded from the report;
ii) Securities acquired under repurchase or security lending arrangements and subsequently sold to a third party should indicate it by entering the letter "R" in item 21.
- warrants and rights
i) subscription rights to securities;
ii) subscription or share warrants; and
iii) currency warrants
Debt securities (with an original term to maturity of over 1 year) = Security type 2
- bonds, zero coupon or stripped bonds, deep discounted, currency linked (e.g., dual-currency), floating rate, equity related (e.g., Convertible bonds, Eurobonds);
- asset-backed securities such as mortgage backed bonds, collateralized mortgage obligations (CMO);
- receivable securitization;
- index-linked securities (e.g., property index certificates);
- preference shares (participating, non-participating, convertibles);
- floating rate notes (FRN), such as perpetual notes (PRN), variable rate notes (VRN), structured FRN, reverse FRN, collared FRN, step up recovery FRN (SURF), range/corridor/accrual notes;
- medium term notes;
- Bunds (German), Gilts (United Kingdom), OAT’s (France), JGB’s (Japan);
- bonds with optional maturity dates, the latest of which is more than one yearto maturity;
- debentures;
- negotiable certificates of deposits with contractual maturity of more than one year;
- other long term securities;
- bearer depository receipts (BDR) denoting ownership of debt securities, should be attributed to the country of residence of the issuer of the security underlying the depository receipt;
- debt securities that you have sold under repurchase agreements; and
- debt securities that you have lent under a securities lending arrangement
i) Securities acquired under repurchase or securities lending arrangements are to be excluded from the report;
ii) Securities acquired under repurchase or security lending arrangements and subsequently sold to a third party should indicate it by entering the letter "R" in item 21.
Money market instruments (with an original term to maturity of less than 1 year) = Security type 3
- bonds, zero coupon or stripped bonds, deep discounted, currency linked (e.g., dual-currency), floating rate, equity related (e.g., Convertible bonds, Eurobonds);
- asset-backed securities such as mortgage backed bonds, collateralized mortgage obligations (CMO);
- index-linked securities (e.g., property index certificates)
- non-participating preference shares;
- receivable securitization (with less then one year to maturity);
- discount notes;
- commercial paper;
- floating rate notes (FRN),such as perpetual notes (PRN), variable rate notes (VRN), structured FRN, reverse FRN, collared FRN, step up recovery FRN (SURF), range/corridor/accrual notes;
- medium term notes;
- Bubill (German), Conventional Gilts (United Kingdom), BTF’s (France) ;
- bonds with optional maturity dates, the latest of which is less than one year to maturity; debentures;
- negotiable certificates of deposits with contractual maturity of less than one year;
- other long term securities (with a remaining term to maturity of less than one year);
- bearer depository receipts (BDR) denoting ownership of debt securities, should be attributed to the country of residence of the issuer of the security underlying the depository receipt;
- debt securities (with a remaining term to maturity of less than one year) that you have sold under repurchase agreements; and
- debt securities (with a remaining term to maturity of less than one year) that you have lent under a securities lending arrangement;
i) Securities acquired under repurchase or securities lending arrangements are to be excluded from the report;
ii) Securities acquired under repurchase or security lending arrangements and subsequently sold to a third party should indicate it by entering the letter "R" in item 21.
Derivatives
Options = Security Type 4:
Options on stocks, indexes, currency, futures and commodity.
Characteristics
- Call, Put;
- Long or short;
- American or European type.
Futures = Security Type 5:
Futures on currency, indexes, interest rates, metals, petroleum. Characteristics
- Long or short
Forwards = Security Type 6:
All types of Forwards
Cash = Security Type 7
- Cash and other deposits
- Other portfolio investment assets
Appendix 2 - Country and Currency Codes
In reporting the geographical distribution of foreign countries, and currency of payments, please use the codes provided below:
Country | Code | Currency | Code |
---|---|---|---|
Afghanistan | AF | Afgani | AFA |
Albania | AL | Lek | ALL |
Algeria | DZ | Algerain Dinar | DZD |
Andorra | AD | Euro | EUR |
Angola | AO | Kwanza | AOK |
Antigua and Barbuda | AG | East Caribbean dollar | XCD |
Argentina | AR | Argentina Peso | ARS |
Armenia | AM | Dram | AMD |
Australia | AU | Australian dollar | AUD |
Austria | AT | Euro | EUR |
Azerbaidjan | AZ | Manat | AZM |
Bahamas | BS | Bahamas dollar | BSD |
Bahrain | BH | Bahraini dinar | BHD |
Bangladesh | BD | Taka | BDT |
Barbados | BB | Barbados dollar | BBD |
Belarus | BY | Rouble | BYR |
Belgium | BE | Euro | EUR |
Belize | BZ | Belize dollar | BZD |
Benin | BJ | Cfa Franc Bceao | XOF |
Bermuda | BM | Bermuda dollar | BMD |
Bhutan | BT | Ngultrum | BTN |
Bolivia | BO | Boliviano | BOB |
Bosnia-Hercegovina | BA | Marka | BAM |
Botswana | BW | Pula | BWP |
Brazil | BR | Real | BRL |
British Virgin Islands | VG | United States dollar | USD |
Brunei | BN | Brunei dollar | BND |
Bulgaria | BG | Lev | BGL |
Burkina Faso | BF | Cfa Franc Bceao | XOF |
Burundi | BI | Burundi Franc | BIF |
Cameroon | CM | Cfa Franc Beac | XOF |
Canada | CA | Canadian dollar | CAD |
Cape Verde | CV | Cape Verde Escudo | CVE |
Cayman Islands | KY | Cayman Islands dollars | KYD |
Central African Republic | CF | Cfa Franc Beac | XOF |
Chad | TD | Cfa Franc Bceao | XOF |
Chile | CL | Chilean Peso | CLP |
China | CN | Yuan Renminbi | CNY |
Columbia | CO | Colombian Peso | COP |
Congo, Democractic Republic | CG | Cfa Franc Beac | XOF |
Costa Rica | CR | Colòn | CRC |
Croatia | HR | Kuna | HRK |
Cuba | CU | Cuban Peso | CUP |
Cyprus | CY | Cyprus Pound | CYP |
Czech Republic | CZ | Czech Koruna | CZK |
Denmark | DK | Danish Krone | DKK |
Djibouti | DJ | Djibouti Franc | DJF |
Dominica | DM | East Caribbean dollar | XCD |
Dominican Republic | DO | Dominican Peso | DOP |
East Timor | TP | Rupiah | IDR |
Ecuador | EC | Sucre | ECS |
Egypt | EG | Egyptian Pound | EGP |
Equatorial Guinea | GQ | Cfa Franc Beac | XOF |
Estonia | EE | Estonia Kroon | EEK |
Ethiopia | ET | Birr | ETB |
Falkland Islands | FK | Falkland Islands Pound | FKP |
Fiji | FJ | Fiji dollar | FJD |
Finland | FI | Euro | EUR |
France | FR | Euro | EUR |
Gabon | GA | Cfa Franc Beac | XOF |
Gambia | GM | Dalasi | GMD |
Georgia | GE | Lari | GEL |
Germany | DE | Euro | EUR |
Ghana | GH | Cedi | GHC |
Gibraltar | GI | Gibraltar Pound | GIP |
Greece | GR | Euro | EUR |
Guadeloupe | GP | Euro | EUR |
Guatemala | GT | Quetzal | GTQ |
Guernsey | GG | Pound Sterling | GBP |
Guinea | GN | Guinea Franc | GNF |
Guinea-Bissau | GW | Peso | GWP |
Guyana | GY | Guyana dollar | GYD |
Haiti | HT | Gourde | HTG |
Honduras | HN | Lempira | HNL |
Hong Kong | HK | Hong Kong dollar | HKD |
Hungary | HU | Forint | HUF |
Iceland | IS | Icelandic Krona | ISK |
India | IN | Indian Rupee | INR |
Indonesia | ID | Rupiah | IDR |
International Organisation | XX | ||
Iran | IR | Rial | IRR |
Iraq | IQ | Iraqi Dinar | IQD |
Ireland | IE | Euro | EUR |
Israel | IL | Shekel | ILS |
Italy | IT | Euro | EUR |
Ivory Coast | CI | Cfa Franc Bceao | XOF |
Jamaica | JM | Jamaican dollar | JMD |
Japan | JP | Yen | JPY |
Jordan | JO | Jordanian Dinar | JOD |
Kazakhstan | KZ | Tenge | KZT |
Kenya | KE | Kenian Shilling | KES |
Kiribati (Canton & Enderbury) | KI | Autralian dollar | AUD |
Korea (North) | KP | Won | KPW |
Korea (South) | KR | Won | KRW |
Kuwait | KW | Kuwaiti Dinar | KWD |
Kyrghyzstan | KG | Som | KGS |
Laos | LA | Kip | LAK |
Latvia | LV | Lats | LVL |
Lebanon | LB | Lebanese Pound | LBP |
Lesotho | LS | Loti | LSM |
Liberia | LR | Liberian dollar | LRD |
Libyan | LY | Libyan Dinar | LYD |
Liechtenstein | LI | Swiss Franc | CHF |
Lithuania | LT | Litas | LTL |
Luxembourg | LU | Euro | EUR |
Macao | MO | Pataca | MOP |
Macedonia | MK | Denar | MKD |
Madagascar | MG | Malagasy Franc | MGF |
Malawi | MW | Kwacha | MWK |
Malaysia | MY | Ringgit | MYR |
Maldives | MV | Rufiyaa | MVR |
Mali | ML | Cfa Franc Bceao | XOF |
Malta | MT | Maltese Lira | MTL |
Mauritania | MR | Ouguiya | MRO |
Mauritius | MU | Mauritius Rupee | MUR |
Mexico | MX | Mexican Peso | MXN |
Moldova | MD | Leu | MDL |
Monaco | MC | Euro | EUR |
Mongolian | MN | Tugrik | MNT |
Montenegro | ME | Euro | EUR |
Morocco | MA | Dirham | MAD |
Mozambique | MZ | Metical | MZM |
Namibia | NA | Namibien dollar | NAD |
Nepal | NP | Nepalese Rupee | NPR |
Netherlands | NL | Netherlands Guilder | NLG |
Netherlands Antilles | AN | Netherlands Antilles Guilder | ANG |
New Zealand | NZ | New Zealand dollar | NZD |
Nicaragua | NI | Còrdoba | NIC |
Niger | NE | Cfa Franc Bceao | XOF |
Nigeria | NG | Naira | NGN |
Norway | NO | Norwegian Krone | NOK |
Oman | OM | Riyal Omani | OMR |
Pakistan | PK | Pakistani Rupee | PKR |
Panama | PA | Balboa | PAB |
Papua New Guinea | PG | Kina | PGK |
Paraguay | PY | Guarani | PYG |
Peru | PE | Sol | PEN |
Philippines | PH | Peso | PHP |
Poland | PL | Zloty | PLZ |
Portugal | PT | Euro | EUR |
Puerto Rico | PR | United States dollar | USD |
Qatar | QA | Riyal | QAR |
Romania | RO | Leu | ROL |
Russian Federation | RU | Ruble | RUR |
Rwanda | RW | Rwanda Franc | RWF |
Saint Lucia | LC | East Caribbean dollar | XCD |
Saint Pierre And Miquelon | PM | Euro | EUR |
Samoa | WS | Tala | WST |
Sao Tome And Principe | ST | Dobra | STD |
Saudia Arabia | SA | Riyal | SAR |
Senegal | SN | Cfa Franc Bceao | XOF |
Serbia | RS | Dinar | RSD |
Seychelles | SC | Seychelles Rupee | SCR |
Sierra Leone | SL | Leone | SLL |
Singapore | SG | Singapore dollar | SGD |
Slovenia | SI | Tolar | SIT |
Somalia | SO | Shilling | SOS |
South Africa | ZA | Rand | ZAR |
Spain | ES | Peseta | ESP |
Sri Lanka | LK | Sri Lanka Rupee | LKR |
Sudan | SD | Soudan Pound | SDD |
Suriname | SR | Suriname Guilder | SRG |
Swaziland | SZ | Lilangeni | SZL |
Sweden | SE | Swedish Krona | SEK |
Switzerland | CH | Swiss Franc | CHF |
Syrian | SY | Syrian Pound | SYP |
Tajikistan | TJ | Rouble | TJR |
Taiwan | TW | Taiwan dollar | TWD |
Tanzania | TZ | Shilling | TZS |
Thailand | TH | Baht | THB |
Togo | TG | Cfa Franc Bceao | XOF |
Trinidad and Tobago | TT | Trinidad dollar | TTD |
Tunisia | TN | Tunisian Dinar | TND |
Turkey | TR | Turkish Lira | TRL |
Turkmenistan | TM | Manat | TMM |
Uganda | UG | Uganda Shilling | UGS |
Ukraine | UA | Hryvna | UAH |
United Arab Emirates | AE | Dirham | AED |
United Kingdom | GB | Pound Sterling | GBP |
United States | US | United States dollar | USD |
Uruguay | UY | Uruguayo Peso | UYU |
Us Virgin Islands | VI | United States dollar | USD |
Uzbekistan | UZ | Rouble | UZR |
Venezuela | VE | Bolivar | VEB |
Vietnam | VN | Dong | VND |
Yemen | YE | Yemeni Rial | YER |
Zaire | ZR | Zaire | ZRN |
Zambia | ZM | Kwacha | ZMK |
Zimbabwe | ZW | Zimbabwean dollar | ZWD |
FIELD 1 | FIELD 2 | FIELD 3 | FIELD 4 | FIELD 5 | FIELD 6 | FIELD 7 | FIELD 8 | FIELD 9 | FIELD 10 | FIELD 11 | FIELD 12 | FIELD 13 | FIELD 14 | FIELD 15 | FIELD 16 | FIELD 17 | FIELD 18 | FIELD 19 | FIELD 20 | FIELD 21 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Code of the Fund (M) | Sequence Number | Security Identification Code | Stock Market Symbol | Security Type (M) | Name of Issuer (M) | Security Description | Industrial Description | Market Value $CAD (M) | Market Price | Quantity (M) | Average Cost | Exchange Rate | Currency of Denomination (M) | Amount on Loan | Country of Issuer (M) | Issue Date | Maturity Date (M) | Type of Coupon | Coupon or Dividend | Status |
Alphanumeric | Numeric | Alphanumeric | Alphanumeric | Numeric | Character | Character | Character | Numeric | Numeric | Numeric | Numeric | Numeric | Character | Numeric | Character | Date (MM/DD/YYYY) | Date (MM/DD/YYYY) | Character | Numeric | Character |
Decimal: | 4 | 4 | 4 | |||||||||||||||||
FUND 01 | 1 | 135087VQ4 | 2 | GOVT OF CANADA | GOVT OF CANADA BONDS | Government | 2,763,900 | 92.1300 | 3,000,000 | 2,760,400 | CAD | 1,000,000 | CA | 06/01/2024 | F | 6.5000 | ||||
FUND 01 | 2 | 36962FW77 | GE | 2 | GENERAL ELECTRIC CAPITAL CO. | MTN | Private | 6,307,462 | 141.7407 | 4,450,000 | 6,257,459 | 1.3708 | USD | US | 05/06/2036 | F | 6.8000 | |||
FUND 01 | 4 | BMO.PR.D | 2 | BANK OF MONTRÉAL | PREFERRED SHARE D | Private | 3,425,000 | 27.4000 | 125,000 | 3,550,400 | CAD | CA | F | 8.2500 | ||||||
FUND 01 | 5 | TEE.DB | 2 | TEE-COM | DEBENTURES | Private | (101,520) | 101.5200 | 100,000 | CAD | CA | 06/06/2010 | F | 5.2500 | R | |||||
FUND 01 | 7 | 3 | MEXICAN GOVERNMENT | MEXICAN CETES | Government | 2,022,016 | 18.1170 | 11,160,874 | 2,030,200 | 0.1830 | MXN | MX | 01/11/2019 | |||||||
FUND 01 | 8 | 878742204 | TEK.B | 1 | TECK CORP. | CLASS B SUB. VOTING | Mines & Metals | 14,872,000 | 25.9909 | 572,200 | 14,015,265 | 1.3660 | USD | CA | 0.2011 | |||||
FUND 02 | 1 | 500631106 | KEP | 1 | KOREA ELECTRIC POWER CORP | ADR | Electronics | 1,530,000 | 51.0000 | 30,000 | 1,425,600 | 1.3660 | USD | KP | ||||||
FUND 02 | 3 | IT9276A1043 | 1 | TELECOM ITALIA MOBILE SPA | COMMON (IL50 PAR) | Communications | 75,000 | 3.0000 | 25,000 | 74,890 | 0.0009 | ITL | IT | |||||||
FUND 02 | 4 | 1 | FRASER AND NEAVE LTD | COMMON | 630,000 | 10.5000 | 60,000 | 630,450 | 0.5346 | SGD | SG | |||||||||
FUND 02 | 5 | IBM | 4 | IBM | CALL, IBM JAN 08, 130 | Computers | 59,763 | 11.9525 | 50 | 1.3660 | USD | US | 12/21/2008 | |||||||
FUND 02 | 6 | OEX | 4 | S & P 500 | CALL, S&P 500, MAY 07, 655 | Index | 198,070 | 19.8070 | 20 | 1.3660 | USD | US | 05/21/2007 | |||||||
FUND 02 | 7 | 4 | BRITISH POUND | CALL B POUND, DEC 166 | Currency | 29,881 | 0.9562 | 100 | 1.3660 | USD | GB | 12/21/2005 | ||||||||
FUND 02 | 8 | 6 | PAY CDN$ RECEIVED GBP1-10 | FORWARD ON CURRENCY | (7,271) | 645,000 | 2.0368 | GBP | GB | 04/11/2008 | 07/15/2008 | |||||||||
FUND 02 | 10 | 5 | US 5 YEAR TREASURY | MAY 2006, 98.5 | (13,600) | (0.6830) | 20 | 1.3660 | USD | US | 10/12/2005 | 05/15/2006 | ||||||||
FUND 02 | 11 | 5 | S & P 500 | MAY 2007, 659.60 | (25,544) | (5.1088) | 10 | 1.3660 | USD | US | 01/01/2007 | 05/05/2007 | ||||||||
FUND 02 | 12 | 5 | EURO | EURO MAY 2007. .6685 | 22,881 | 0.0060 | 20 | 1.3660 | USD | DE | 12/05/2006 | 5/18/2007 | ||||||||
FUND 02 | 13 | 9 | COMMERCIAL REAL ESTATE | Real estate | 25,000 | |||||||||||||||
FUND 02 | 14 | 7 | CASH US $ | US $ | 1,400,000 | 1.3660 | USA | |||||||||||||
FUND 02 | 15 | TEE.DB | 2 | TEE-COM | DEBENTURES | Private | (101,520) | 101.52 | 100,000 | CAD | CA | 06/06/2009 | F | 5.25 | R | |||||
FUND 02 | 16 | 10 | Pooled fund - Beutel | Unit of fund | Finance | 1,000,000 | 10 | 100,00012 | 1.0000 | CAD | CA |
1. Equity (including warrants and rights)
2. Debt and debentures
3. Money market instruments
4. Options
5. Futures
6. Forwards
7. Cash
8. Mortgages
9. Real estate
10. Pooled, mutual and investment funds
11. Swaps
12.
Negative position: When reporting a negative position for a security, enter 'R' (for repurchase) in field 21.
*A survey guide is available upon request.
Note: Please include any tables of concordance for country codes, industry codes and currency codes if different from the BP-54 requested codes.
Notes
1. Please see Appendix 1 for a more detailed description of these categories.
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